UIQ1.DE vs. WTEH.DE
Compare and contrast key facts about UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.DE) and WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE).
UIQ1.DE and WTEH.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UIQ1.DE is a passively managed fund by UBS that tracks the performance of the UBS CMCI Ex Agriculture Ex Livestock Capped (EUR Hedged). It was launched on May 4, 2016. WTEH.DE is a passively managed fund by WisdomTree that tracks the performance of the Optimized Roll Commodity (EUR Hedged). It was launched on Aug 14, 2018. Both UIQ1.DE and WTEH.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
UIQ1.DE vs. WTEH.DE - Performance Comparison
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UIQ1.DE vs. WTEH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
UIQ1.DE UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc | 15.64% | 17.35% | 4.90% | -7.27% | 9.59% | 33.73% | 8.35% |
WTEH.DE WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc | 24.03% | 14.12% | 1.38% | -8.99% | 8.44% | 27.25% | 5.11% |
Returns By Period
In the year-to-date period, UIQ1.DE achieves a 15.64% return, which is significantly lower than WTEH.DE's 24.03% return.
UIQ1.DE
- 1D
- -0.25%
- 1M
- 4.66%
- YTD
- 15.64%
- 6M
- 24.55%
- 1Y
- 27.19%
- 3Y*
- 11.02%
- 5Y*
- 12.07%
- 10Y*
- —
WTEH.DE
- 1D
- -1.34%
- 1M
- 9.00%
- YTD
- 24.03%
- 6M
- 30.56%
- 1Y
- 32.63%
- 3Y*
- 10.83%
- 5Y*
- 11.07%
- 10Y*
- —
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UIQ1.DE vs. WTEH.DE - Expense Ratio Comparison
UIQ1.DE has a 0.34% expense ratio, which is lower than WTEH.DE's 0.35% expense ratio.
Return for Risk
UIQ1.DE vs. WTEH.DE — Risk / Return Rank
UIQ1.DE
WTEH.DE
UIQ1.DE vs. WTEH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.DE) and WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| UIQ1.DE | WTEH.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 2.09 | -0.42 |
Sortino ratioReturn per unit of downside risk | 2.22 | 2.77 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.53 | 5.30 | -1.77 |
Martin ratioReturn relative to average drawdown | 10.69 | 12.87 | -2.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UIQ1.DE | WTEH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 2.09 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.73 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.84 | -0.37 |
Correlation
The correlation between UIQ1.DE and WTEH.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
UIQ1.DE vs. WTEH.DE - Dividend Comparison
Neither UIQ1.DE nor WTEH.DE has paid dividends to shareholders.
Drawdowns
UIQ1.DE vs. WTEH.DE - Drawdown Comparison
The maximum UIQ1.DE drawdown since its inception was -39.99%, which is greater than WTEH.DE's maximum drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for UIQ1.DE and WTEH.DE.
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Drawdown Indicators
| UIQ1.DE | WTEH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.99% | -28.22% | -11.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.63% | -8.44% | -2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -30.51% | -28.22% | -2.29% |
Current DrawdownCurrent decline from peak | -2.14% | -1.34% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -15.36% | -15.05% | -0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.51% | +0.05% |
Volatility
UIQ1.DE vs. WTEH.DE - Volatility Comparison
The current volatility for UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.DE) is 5.82%, while WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) has a volatility of 7.13%. This indicates that UIQ1.DE experiences smaller price fluctuations and is considered to be less risky than WTEH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIQ1.DE | WTEH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 7.13% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.47% | 12.87% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 15.52% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.21% | 15.29% | +2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.50% | 15.17% | +2.33% |